Exchange rate dynamics, structural breaks, and central bank interventions in Colombia
We evaluate the effectiveness of the Colombian Central Bank´s interventions in the foreign exchange market during the period 2000 to 2014 -- We examine the stochastic process that describes the exchange rate, with a focus on the detection of structural breaks or unit roots in the data to determine w...
- Autores:
-
Uribe, Jorge Mario
Restrepo López, Natalia
- Tipo de recurso:
- Fecha de publicación:
- 2015
- Institución:
- Universidad EAFIT
- Repositorio:
- Repositorio EAFIT
- Idioma:
- eng
- OAI Identifier:
- oai:repository.eafit.edu.co:10784/9167
- Acceso en línea:
- http://hdl.handle.net/10784/9167
- Palabra clave:
- C22
G15
G28
G18
Martigala
Política monetaria - Historia - Colombia
BANCOS CENTRALES
CAMBIO EXTERIOR
MODELOS ECONOMÉTRICOS
SISTEMAS MONETARIOS
Banks and banking, central
Foreign exchange
Econometric models
Monetary systems
- Rights
- License
- Copyright (c) 2015 Jorge Mario Uribe, Natalia Restrepo López